+4.7%
CARR vs RL
+239.2%
-234.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.1% |
| 7D | +3.5% | +2.6% | +0.9% | +2.4% |
| 30D | +0.4% | +2.9% | -2.6% | -0.9% |
| 3M | -14.1% | 0.0% | -14.1% | -14.3% |
| 6M | -16.7% | +17.1% | -33.8% | -22.4% |
| YTD | +4.2% | +10.1% | -5.9% | -1.0% |
| 1Y | -0.2% | +17.3% | -17.5% | -7.6% |
| 3Y | +10.9% | +249.3% | -238.5% | -37.4% |
| All | +4.7% | +239.2% | -234.5% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling